The words in each set have a common connection, something that bonds all three of them in some way.
For example: The connection for "Penny; Zachary; Will" is
TV characters from Lost in Space 1. CATHERINE BACH, JOHN SCHNEIDER, TOM WOPAT
2. HOLDING, INTERFERENCE, BOARDING
3. CERVICAL, THORACIC, LUMBAR
4. TAKING CANDY FROM A BABY, FALLING OFF A LOG, SHOOTING FISH IN A BARREL
5. BONANZA, LITTLE HOUSE ON THE PRAIRIE, HIGHWAY TO HEAVEN
6. INGEMAR STENMARK, JEAN-CLAUDE KILLY, KARL SCHRANZ
7. PATRIOT, POSEIDON, POLARIS
8. WIND, STRING, PERCUSSION
9. MAURICE, BARRY, ROBIN
10. NY TITANS, DALLAS TEXANS, BOSTON PATRIOTS